Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.64% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'246 CHF | 77'246 CHF | 100.00% | 100.00% |
19.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 66'049 CHF | 68'049 CHF | 99.52% | 99.52% |
18.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'742 CHF | 88'742 CHF | 99.94% | 99.94% |
15.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'785 CHF | 86'785 CHF | 100.00% | 100.00% |
14.11.2024 | 2.81% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'587 CHF | 72'587 CHF | 100.00% | 100.00% |
13.11.2024 | 3.14% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'024 CHF | 65'024 CHF | 100.00% | 100.00% |
12.11.2024 | 2.70% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'393 CHF | 75'393 CHF | 99.98% | 99.98% |
11.11.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'991 CHF | 82'991 CHF | 100.00% | 100.00% |
08.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'341 CHF | 71'341 CHF | 98.94% | 98.94% |
07.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'077 CHF | 87'077 CHF | 85.74% | 85.74% |